Find A Portfolio/Ticker
Comparison Box
PEMDX: EMERGING MARKETS BOND FUND D (MUTUAL FUND)
Basic Info
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/27/2000 |
Last Dividend Date: | 02/28/2018 |
12-Mo. Yield | 4.43% |
Expenses | 1.25% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 09/11/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 11/08/2004 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -0.6 | 3.7 | 3.2 | 7.6 | 6.3 | -2.3 | 9.1 | 14.5 | -3.1 | 0.6 | -7.0 | 16.3 | 6.3 | 12.3 | 30.0 | -14.3 | 5.2 | 9.3 | 11.3 | 11.8 | 32.1 | 12.2 | 21.2 | 5.3 |
Sharpe Ratio | NA | 0.6 | 0.92 | 0.35 | 0.75 | NA | 1.06 | -2.86 | 2.53 | 2.14 | -0.49 | 0.09 | -1.1 | 4.71 | 1.25 | 2.72 | 4.91 | -1.08 | 0.51 | 1.36 | 1.69 | 1.34 | 4.31 | 0.91 | 1.75 | 0.38 |
Draw Down(%) | NA | 3.0 | 12.1 | 14.4 | 32.5 | NA | 32.5 | 3.0 | 1.7 | 6.3 | 10.5 | 13.0 | 12.1 | 3.3 | 6.1 | 5.2 | 6.0 | 32.5 | 5.3 | 6.2 | 5.5 | 13.3 | 9.3 | 17.0 | 6.1 | 6.8 |
Standard Deviation(%) | NA | 3.3 | 5.4 | 6.0 | 6.9 | NA | 7.5 | 3.8 | 3.3 | 6.6 | 6.4 | 6.5 | 6.4 | 3.5 | 5.0 | 4.5 | 6.1 | 14.1 | 4.3 | 4.5 | 5.4 | 8.1 | 7.3 | 12.2 | 11.0 | 9.9 |
Treynor Ratio | NA | 0.13 | 0.47 | 0.23 | 0.37 | NA | 0.57 | -1.17 | 0.47 | 0.67 | 0.56 | -0.03 | -0.32 | 1.33 | 0.66 | 1.12 | 1.82 | -0.6 | 0.14 | 0.22 | 0.71 | 0.3 | 1.79 | -3.1 | -1.33 | 0.25 |
Alpha | NA | 0.0 | 0.02 | 0.01 | 0.02 | NA | 0.03 | -0.05 | 0.03 | 0.05 | -0.01 | 0.0 | -0.02 | 0.06 | 0.02 | 0.05 | 0.1 | -0.06 | 0.0 | 0.02 | 0.04 | 0.02 | 0.1 | 0.05 | 0.07 | 0.01 |
Beta | NA | 0.15 | 0.11 | 0.09 | 0.14 | NA | 0.14 | 0.09 | 0.18 | 0.21 | -0.06 | -0.22 | 0.22 | 0.12 | 0.1 | 0.11 | 0.16 | 0.25 | 0.16 | 0.28 | 0.13 | 0.36 | 0.18 | -0.04 | -0.14 | 0.15 |
RSquared | NA | 0.08 | 0.02 | 0.01 | 0.03 | NA | 0.03 | 0.03 | 0.13 | 0.07 | 0.01 | 0.04 | 0.06 | 0.04 | 0.02 | 0.05 | 0.1 | 0.05 | 0.05 | 0.24 | 0.04 | 0.24 | 0.07 | 0.0 | 0.02 | 0.02 |
Yield(%) | N/A | 4.4 | 5.0 | 5.0 | 5.6 | 7.7 | N/A | 0.6 | 4.7 | 5.6 | 5.4 | 5.8 | 7.3 | 4.9 | 4.9 | 4.5 | 7.2 | 7.0 | 8.3 | 10.1 | 8.1 | 8.2 | 17.2 | 10.0 | 9.6 | 7.2 |
Dividend Growth(%) | N/A | -11.5 | -26.4 | 4.1 | N/A | N/A | N/A | -87.5 | -7.7 | -5.5 | -11.3 | -31.9 | 65.5 | 1.9 | 14.9 | -23.0 | -18.7 | -18.5 | -18.6 | 28.4 | 2.3 | -46.2 | 73.9 | 16.5 | 31.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/08/2004
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Emerging Markets Bond Asset Class Trend Rankings |
Top Rated Funds in Emerging Markets Bond
Best Mutual Funds
- AGEIX (AMERICAN BEACON GLOBAL EVOLUTION FRONTIER MARKETS INCOME FUND INSTITUTIONAL CLASS) (96%)
- AGEPX (AMERICAN BEACON GLOBAL EVOLUTION FRONTIER MARKETS INCOME FUND INVESTOR CLASS) (96%)
- GMCDX (GMO EMERGING COUNTRY DEBT FUND CLASS III) (93%)
- GMDFX (Gmo Emerging Country Debt Fund I) (93%)
- PFSIX (PIMCO EMERGING MARKETS FULL SPECTRUM BOND FUND INSTITUTIONAL CLASS) (92%)
- MEDIX (MFS EMERGING MARKETS DEBT FUND I) (91%)
- TGEIX (TCW EMERGING MARKETS INCOME FUND I CLASS) (91%)
- GSDIX (GOLDMAN SACHS EMERGING MARKETS DEBT FUND INSTITUTIONAL) (90%)
- FNMIX (FIDELITY NEW MARKETS INCOME FUND FIDELITY NEW MARKETS INCOME FUND) (89%)
- PYEMX (PAYDEN EMERGING MARKETS BOND FUND PAYDEN EMERGING MARKETS BOND FUND (INVESTOR CLASS)) (88%)
Best ETFs
- PCY (Invesco Emerging Markets Sovereign Debt ETF) (95%)
- EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF) (94%)
- ELD (WisdomTree Emerging Markets Local Debt Fund) (74%)
- EMLC (VanEck J.P. Morgan EM Local Currency Bond ETF) (73%)
- EBND (SPDR® Bloomberg Emerging Markets Local Bond ETF) (69%)
- LEMB (iShares J.P. Morgan EM Local Currency Bond ETF) (68%)
- EMCB (WisdomTree Emerging Markets Corporate Bond Fund) (66%)
- HYEM (VanEck Emerging Markets High Yield Bond ETF) (66%)
- EMHY (iShares J.P. Morgan EM High Yield Bond ETF) (65%)
- CEMB (iShares J.P. Morgan EM Corporate Bond ETF) (64%)
Best Closed End Funds
- EDD (Morgan Stanley Emerging Markets Domestic Debt Closed Fund) (100%)
- MSD (Morgan Stanley Emerging Markets Debt Closed Fund) (99%)
- TEI (Templeton Emerging Markets Income Closed Fund) (99%)
- EMD (Western Asset Emerging Markets Debt) (98%)
- EDF (Stone Harbor Emerging Markets Income Fund) (97%)